-62.5%
ZTS vs DLR
+41.8%
-104.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.8% | +2.9% | -6.6% | -4.6% |
| 30D | -2.0% | -1.2% | -0.9% | -1.9% |
| 3M | -10.2% | +2.9% | -13.1% | -11.7% |
| 6M | -39.4% | +6.7% | -46.1% | -41.0% |
| YTD | -40.8% | +23.9% | -64.7% | -45.2% |
| 1Y | -50.1% | +18.6% | -68.8% | -53.3% |
| 3Y | -58.9% | +59.7% | -118.6% | -66.6% |
| All | -62.5% | +41.8% | -104.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling